+946.6%
MAR vs FIVE
+868.1%
+78.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.1% |
| 7D | -4.2% | +4.3% | -8.4% | -5.2% |
| 30D | -6.7% | +12.5% | -19.2% | -9.5% |
| 3M | -12.5% | +31.2% | -43.7% | -18.5% |
| 6M | +0.6% | +14.4% | -13.8% | -3.9% |
| YTD | +9.1% | +33.9% | -24.8% | +0.1% |
| 1Y | +26.2% | +65.1% | -38.8% | +9.3% |
| 3Y | +68.2% | +49.0% | +19.2% | +40.1% |
| 5Y | +163.9% | +30.3% | +133.6% | +120.1% |
| 10Y | +420.6% | +481.1% | -60.5% | +211.2% |
| All | +946.6% | +868.1% | +78.4% | +470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling